相关论文: Wick polynomials and time-evolution of cumulants

Many kinds of independence have been defined in non-commutative probability theory. Natural independence is an important class of independence; this class consists of five independences (tensor, free, Boolean, monotone and anti-monotone…

A new truncation scheme based on the cumulant expansion of the one-particle phase-space distribution function for dark matter particles is developed. Extending the method of moments in relativistic kinetic theory, we derive evolution…

We study the annealed complexity of a random Gaussian homogeneous polynomial on the $N$-dimensional unit sphere in the presence of deterministic polynomials that depend on fixed unit vectors and external parameters. In particular, we…

A combinatorial formula is derived which expresses free cumulants in terms of classical comulants. As a corollary, we give a combinatorial interpretation of free cumulants of classical distributions, notably Gaussian and Poisson…

The analysis of observable phenomena (for instance, in biology or physics) allows the detection of dynamical behaviors and, conversely, starting from a desired behavior allows the design of objects exhibiting that behavior in engineering.…

We use some properties of orthogonal polynomials to provide a class of upper/lower variance bounds for a function $g(X)$ of an absolutely continuous random variable $X$, in terms of the derivatives of $g$ up to some order. The new bounds…

Explicit formulas expressing the solution to non-autonomous differential equations are of great importance in many application domains such as control theory or numerical operator splitting. In particular, intrinsic formulas allowing to…

According to a theorem of Poincare, the solutions to differential equations are analytic functions of (and therefore have Taylor expansions in) the initial conditions and various parameters providing the right sides of the differential…

This work presents some results about Wick polynomials of a vector field renormalization in locally covariant algebraic quantum field theory in curved spacetime. General vector fields are pictured as sections of natural vector bundles over…

This paper studies the integration problem in differential fields that may involve quantities reminiscent of the Weierstrass $\wp$ function, which are defined by a first-order nonlinear differential equation. We extend the classical notion…

We study the evolution of an oscillator interacting via the most general bilinear coupling (with time-independent coefficients) with an ``environment'' consisting of a set of other harmonic oscillators. We are mainly interested in a…

We apply a discrete version of the methodology in \cite{gauss} to obtain a recursive asymptotic expansion for $\esp[h(W)]$ in terms of Poisson expectations, where $W$ is a sum of independent integer-valued random variables and $h$ is a…

The Smoluchowski coagulation-diffusion PDE is a system of partial differential equations modelling the evolution in time of mass-bearing Brownian particles which are subject to short-range pairwise coagulation. This survey presents a fairly…

We prove that non-hyperbolic non-renormalizable quadratic polynomials are expansion inducing. For renormalizable polynomials a counterpart of this statement is that in the case of unbounded combinatorics renormalized mappings become almost…

Kingman derived the Ewens sampling formula for random partitions describing the genetic variation in a neutral mutation model defined by a Poisson process of mutations along lines of descent governed by a simple coalescent process, and…

In this article we study the influence of regularly varying probability measures on additive and multiplicative Boolean convolutions. We introduce the notion of Boolean subexponentiality (for additive Boolean convolution), which extends the…

In this paper we use probabilistic methods to derive some results on the generalized Bernoulli and generalized Euler polynomials. Our approach is based on the properties of Appell polynomials associated with uniformly distributed and…

Let $w$ be a word in alphabet $\{x,D\}$ with $m$ $x$'s and $n$ $D$'s. Interpreting "$x$" as multiplication by $x$, and "$D$" as differentiation with respect to $x$, the identity $wf(x) = x^{m-n}\sum_k S_w(k) x^k D^k f(x)$, valid for any…

Variable Coefficient Korteweg de Vries (vcKdV), Modified Korteweg de Vries (vcMKdV), and nonlinear Schrodinger (NLS) equations have a long history dating from their derivation in various applications. A technique based on extended Lax Pairs…

We study distributions of polynomials in conditionally free (c-free) random variables, a notion of independence for two-state noncommutative probability spaces introduced by Bozejko, Leinert and Speicher. To this end we establish recursive…